Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 29457.45 Day 2 Yes 644.19 7-30 Days L-5 30120.28 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 6850.17 Day 2 No 107.94 31-90 Days L-6 6284.21 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 12747.48 Day 2 No 579.83 <7 Days L-7 11740.49 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 30846.79 Day 2 No 1377.17 7-30 Days L-8 29334.74 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 37269.52 Day 2 Yes 255.45 7-30 Days L-9 35059.35 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 10986.44 Day 2 No 503.86 <7 Days LC-1 10833.22 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 27060.43 Day 2 No 204.85 31-90 Days LC-2 24563.61 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 41073.94 Day 2 No 2040.40 31-90 Days N-1 43057.22 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 33091.27 Day 2 Yes 1022.63 <7 Days N-2 35343.30 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 19606.92 Day 2 Yes 686.07 7-30 Days N-3 19301.72 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 8227.55 Day 2 No 210.74 7-30 Days N-4 7503.88 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 41771.39 Day 2 Yes 1421.71 7-30 Days N-5 43579.06 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 2373.50 Day 2 Yes 44.69 7-30 Days N-6 2326.39 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 25631.84 Day 2 No 111.13 <7 Days N-7 24241.62 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 37583.11 Day 2 No 1812.29 31-90 Days P-1 38637.80 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 25966.71 Day 2 No 487.12 7-30 Days P-2 27419.36 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 40182.20 Day 2 No 1950.75 <7 Days S-8 41040.25 No T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 8163.39 Day 2 No 186.48 <7 Days Y-1 7799.64 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 22825.48 Day 2 No 787.52 <7 Days Y-2 20969.70 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 21345.55 Day 2 Yes 1019.57 7-30 Days Y-3 20054.92 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 220.51 Day 2 Yes 2.37 7-30 Days Y-4 208.74 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 30246.79 Day 2 No 482.77 <7 Days Z-1 30986.25 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business Yes 27809.82 Day 2 No 473.49 7-30 Days A-2 28658.47 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 31918.81 Day 2 No 490.98 31-90 Days A-3 33339.71 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Small Business No 1527.67 Day 2 No 71.99 31-90 Days A-4 1527.92 Yes T+1 Yes No Funding